Use mist with scene that has world texture/background
First, set a world background.
Then, go to the Render context in Properties and enable Transparent (in the Film panel).
Create two render layers.  For the first one, enable Mist (in the Passes panel).  For the second render layer, disable Combined and Z, and enable Environment.  Also, under Exclude, select all layers (we only want the background texture).
Create this node setup:

The value in the Multiply node controls the strength of the mist.  The result is:

(my settings in the Mist Pass panel of World context were Start:20, Depth:1000, Falloff:Linear)